CME Australian Dollar Future December 2018
| Trading Metrics calculated at close of trading on 03-Dec-2018 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2018 |
03-Dec-2018 |
Change |
Change % |
Previous Week |
| Open |
0.7319 |
0.7365 |
0.0046 |
0.6% |
0.7237 |
| High |
0.7328 |
0.7396 |
0.0068 |
0.9% |
0.7347 |
| Low |
0.7287 |
0.7349 |
0.0062 |
0.9% |
0.7202 |
| Close |
0.7305 |
0.7351 |
0.0046 |
0.6% |
0.7305 |
| Range |
0.0041 |
0.0047 |
0.0006 |
14.6% |
0.0145 |
| ATR |
0.0064 |
0.0066 |
0.0002 |
3.0% |
0.0000 |
| Volume |
80,572 |
118,449 |
37,877 |
47.0% |
484,522 |
|
| Daily Pivots for day following 03-Dec-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7506 |
0.7476 |
0.7377 |
|
| R3 |
0.7459 |
0.7429 |
0.7364 |
|
| R2 |
0.7412 |
0.7412 |
0.7360 |
|
| R1 |
0.7382 |
0.7382 |
0.7355 |
0.7374 |
| PP |
0.7365 |
0.7365 |
0.7365 |
0.7361 |
| S1 |
0.7335 |
0.7335 |
0.7347 |
0.7327 |
| S2 |
0.7318 |
0.7318 |
0.7342 |
|
| S3 |
0.7271 |
0.7288 |
0.7338 |
|
| S4 |
0.7224 |
0.7241 |
0.7325 |
|
|
| Weekly Pivots for week ending 30-Nov-2018 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.7720 |
0.7657 |
0.7385 |
|
| R3 |
0.7575 |
0.7512 |
0.7345 |
|
| R2 |
0.7430 |
0.7430 |
0.7332 |
|
| R1 |
0.7367 |
0.7367 |
0.7318 |
0.7398 |
| PP |
0.7285 |
0.7285 |
0.7285 |
0.7300 |
| S1 |
0.7222 |
0.7222 |
0.7292 |
0.7254 |
| S2 |
0.7140 |
0.7140 |
0.7278 |
|
| S3 |
0.6995 |
0.7077 |
0.7265 |
|
| S4 |
0.6850 |
0.6932 |
0.7225 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.7396 |
0.7202 |
0.0194 |
2.6% |
0.0063 |
0.9% |
77% |
True |
False |
106,911 |
| 10 |
0.7396 |
0.7202 |
0.0194 |
2.6% |
0.0064 |
0.9% |
77% |
True |
False |
97,254 |
| 20 |
0.7396 |
0.7167 |
0.0229 |
3.1% |
0.0063 |
0.9% |
80% |
True |
False |
99,603 |
| 40 |
0.7396 |
0.7024 |
0.0372 |
5.1% |
0.0061 |
0.8% |
88% |
True |
False |
102,392 |
| 60 |
0.7396 |
0.7024 |
0.0372 |
5.1% |
0.0059 |
0.8% |
88% |
True |
False |
95,291 |
| 80 |
0.7396 |
0.7024 |
0.0372 |
5.1% |
0.0060 |
0.8% |
88% |
True |
False |
72,055 |
| 100 |
0.7465 |
0.7024 |
0.0441 |
6.0% |
0.0059 |
0.8% |
74% |
False |
False |
57,655 |
| 120 |
0.7579 |
0.7024 |
0.0555 |
7.6% |
0.0058 |
0.8% |
59% |
False |
False |
48,049 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.7596 |
|
2.618 |
0.7519 |
|
1.618 |
0.7472 |
|
1.000 |
0.7443 |
|
0.618 |
0.7425 |
|
HIGH |
0.7396 |
|
0.618 |
0.7378 |
|
0.500 |
0.7373 |
|
0.382 |
0.7367 |
|
LOW |
0.7349 |
|
0.618 |
0.7320 |
|
1.000 |
0.7302 |
|
1.618 |
0.7273 |
|
2.618 |
0.7226 |
|
4.250 |
0.7149 |
|
|
| Fisher Pivots for day following 03-Dec-2018 |
| Pivot |
1 day |
3 day |
| R1 |
0.7373 |
0.7348 |
| PP |
0.7365 |
0.7345 |
| S1 |
0.7358 |
0.7342 |
|